Blog Archives

Moustache target distribution and Wes Anderson

March 31, 2014
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Moustache target distribution and Wes Anderson

Today I am going to introduce the moustache target distribution (moustarget distribution for brievety). Load some packages first. Let’s invoke the moustarget distribution. This defines a target distribution represented by a SVG file using RShapeTarget. The target probability density function is defined on and is proportional to on the segments described in the SVG files, […]

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Rasmus Bååth’s Bayesian first aid

January 23, 2014
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Rasmus Bååth’s Bayesian first aid

Besides having coded a pretty cool MCMC app in Javascript, this guy Rasmus Bååth has started the Bayesian first aid project. The idea is that if there’s an R function called blabla.test performing test “blabla”, there should be a function bayes.blabla.test performing a similar test in a Bayesian framework, and showing the output in a […]

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From SVG to probability distributions [with R package]

August 25, 2013
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From SVG to probability distributions [with R package]

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Joint Statistical Meeting 2013

July 23, 2013
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Joint Statistical Meeting 2013

Hey, In a few weeks (August 3-8) I’ll attend the Joint Statistical Meeting in Montréal, Canada. According to Wikipedia it’s been held every year since 1840 and now gathers more than 5,000 participants! I’ll talk in a session organized by Scott Schmidler, entitled Adaptive Monte Carlo Methods for Bayesian Computation; you can find the session […]

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Path storage in the particle filter

July 12, 2013
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Path storage in the particle filter

Hey particle lovers, With Lawrence Murray and Sylvain Rubenthaler we looked at how to store the paths in the particle filter, and the related expected memory cost. We just arXived a technical report about it. Would you like to know more? Consider a particle filter with particles. At each step of the algorithm, positive weights […]

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Intractable likelihoods, unbiased estimators and sign problem

July 1, 2013
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Intractable likelihoods, unbiased estimators and sign problem

Hey all, We’re at the Big Data era blablabla, but the advanced computational methods usually don’t scale well enough to match the increasing sizes of datasets. For instance, even in a simple case of i.i.d. data and an associated likelihood function , the cost of evaluating the likelihood function at any parameter is typically growing […]

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Derivative-free estimate of derivatives

April 23, 2013
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Derivative-free estimate of derivatives

Hey, Arnaud Doucet, Sylvain Rubenthaler and I have just put a technical report on arXiv about estimating the first- and second-order derivatives of the log-likelihood (also called the score and the observed information matrix respectively) in general (intractable) statistical models, and in particular in (non-linear non-Gaussian) state-space models. We call them “derivative-free” estimates because they […]

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Back from ISBA Regional Meeting in India

January 15, 2013
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Back from ISBA Regional Meeting in India

Hello everyone, and of course Happy New Year (2013 is the international year of statistics!). Last week the ISBA Regional Meeting was held in Banaras / Varanasi, in the North of India. The conference was well attended, with leading figures such as Jayanta K. Ghosh, José Bernardo, James Berger, Peter Green, Christian Robert who blogged […]

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Final post on the Wang-Landau and the Flat Histogram criterion

December 15, 2012
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Final post on the Wang-Landau and the Flat Histogram criterion

Hey, With Robin Ryder we wrote a paper titled The Wang-Landau Algorithm Reaches the Flat Histogram in Finite Time and it has been accepted in Annals of Applied Probability (arXiv preprint  here). I’m especially happy about it since it was the last remaining unpublished chapter of my PhD thesis. In this post I’ll try to explain […]

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Bayesian Condom Use

November 29, 2012
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Bayesian Condom Use

Hey there, What do you do when you see the word “condom” in the title of a new arXiv entry?! You click with wild excitement of course! And you end up reading A Bayesian approach to estimate changes in condom use from limited HIV prevalence data, by Joseph Dureau, Konstantinos Kalogeropoulos, Peter Vickerman, Michael Pickles […]

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